The official name of Mexico is the "United Mexican States" (Spanish: Estados Unidos Mexicanos) since it is a federation of thirty-two states. The official name was first used in the Constitution of 1824 and was retained in the constitutions of 1857 and 1917. Informally, "Mexico" is used along with "Mexican Republic" (República Mexicana). However, on 22 November 2012, outgoing Mexican President Felipe Calderón proposed changing the official name of the country to México, but the proposal didn’t prosper.

Source: Wikipedia